A solution to the ruin problem for Pareto distributions
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- Embrechts, P. & Veraverbeke, N., 1982. "Estimates for the probability of ruin with special emphasis on the possibility of large claims," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 55-72, January.
- Dickson, David C. M., 1989. "Recursive calculation of the probability and severity of ruin," Insurance: Mathematics and Economics, Elsevier, vol. 8(2), pages 145-148, June.
- Embrechts, P. & Villasenor, J. A., 1988. "Ruin estimates for large claims," Insurance: Mathematics and Economics, Elsevier, vol. 7(4), pages 269-274, December.
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